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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6.7%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$64.4B
AUM Growth
-$261M
(-0.4%)
Cap. Flow
-$4.03B
Cap. Flow
% of AUM
-6.25%
Top 10 Holdings %
Top 10 Hldgs %
24.81%
Holding
3,532
New
439
Increased
964
Reduced
1,143
Closed
708
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$204M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$127M |
| 3 |
Booking.com
BKNG
|
+$60.9M |
| 4 |
Comcast
CMCSA
|
+$44M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$40.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Cigna
CI
|
+$463M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$454M |
| 3 |
Invesco QQQ Trust
QQQ
|
+$112M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$83.8M |
| 5 |
TSMC
TSM
|
+$69.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.68% |
| 2 | Technology | 0.62% |
| 3 | Industrials | 0.36% |
| 4 | Financials | 0.32% |
| 5 | Communication Services | 0.23% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1726
CALL
Shake Shack
SHAK
$2.84B
| $714K | ﹤0.01% |
17,200
+3,300
| +24% | +$161K |
|
1727
PUT
Orion
OEC
$408M
| $712K | ﹤0.01% |
40,000
-50,000
| -56% | -$841K |
|
1728
Ball Corp
BALL
$16.5B
| $710K | ﹤0.01% |
13,880
-39,960
| -74% | -$2.07M |
|
1729
CALL
SiriusXM
SIRI
$9.85B
| $705K | ﹤0.01% |
12,070
+1,720
| +17% | +$106K |
|
1730
PUT
Levi Strauss
LEVI
$9.31B
| $702K | ﹤0.01% |
45,200
-200
| -0.4% | -$3.11K |
|
1731
CALL
Manchester United
MANU
$3.69B
| $700K | ﹤0.01% |
30,000
+4,200
| +16% | +$70.3K |
|
1732
Entegris
ENTG
$22.6B
| $699K | ﹤0.01% |
+10,659
| New | +$785K |
|
1733
PUT
Conagra Brands
CAG
$7.14B
| $697K | ﹤0.01% |
18,000
+13,800
| +329% | +$500K |
|
1734
Moody's
MCO
$83.1B
| $696K | ﹤0.01% |
2,498
+1,651
| +195% | +$452K |
|
1735
PUT
TPG
TPG
$7.87B
| $696K | ﹤0.01% |
25,000
-65,000
| -72% | -$2.05M |
|
1736
CALL
CSX Corp
CSX
$93.2B
| $694K | ﹤0.01% |
22,400
-194,300
| -90% | -$5.84M |
|
1737
PUT
Toll Brothers
TOL
$14.1B
| $689K | ﹤0.01% |
13,800
+11,600
| +527% | +$533K |
|
1738
Penske Automotive Group
PAG
$14.2B
| $688K | ﹤0.01% |
5,986
+1,288
| +27% | +$147K |
|
1739
Comstock Resources
CRK
$4.2B
| $686K | ﹤0.01% |
+50,015
| New | +$854K |
|
1740
SentinelOne
S
$7.51B
| $684K | ﹤0.01% |
46,893
+34,231
| +270% | +$633K |
|
|
PMT
1741
PUT
PennyMac Mortgage Investment
PMT
$821M
| $684K | ﹤0.01% |
+55,200
| New | +$751K |
|
1742
ChargePoint
CHPT
$161M
| $680K | ﹤0.01% |
+3,565
| New | +$866K |
|
1743
CALL
Vodafone
VOD
$36.4B
| $677K | ﹤0.01% |
66,900
-172,800
| -72% | -$1.94M |
|
1744
CALL
Pinnacle West Capital
PNW
$12.1B
| $669K | ﹤0.01% |
8,800
-400
| -4% | -$28.6K |
|
1745
CALL
Bausch + Lomb
BLCO
$6.01B
| $667K | ﹤0.01% |
+43,000
| New | +$646K |
|
1746
BRC Group Holdings
RILY
$283M
| $664K | ﹤0.01% |
19,421
+12,083
| +165% | +$506K |
|
1747
Sony
SONY
$139B
| $660K | ﹤0.01% |
+43,285
| New | +$647K |
|
1748
ProShares Short 20+ Year Treasury ETF
TBF
$106M
| $660K | ﹤0.01% |
29,100
+100
| +0.3% | +$2.26K |
|
|
GTM
1749
PUT
ZoomInfo Technologies
GTM
$1.25B
| $656K | ﹤0.01% |
21,800
+17,700
| +432% | +$611K |
|
|
PRO
1750
CALL
DELISTED
PROS Holdings
PRO
| $655K | ﹤0.01% |
+27,000
| New | +$662K |
|
Similar funds
HF
Parallax Volatility Advisers's Q4 2022 Portfolio in Review
As of Q4 2022, Parallax Volatility Advisers held 3,532 positions worth $64.4B, down 0.4% from $64.7B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Parallax Volatility Advisers withdrew a net $4.03B in Q4 2022, closing 708 positions and reducing 1,143 holdings. Its most notable exit was Cigna, an estimated $463M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.68% of assets, down from 0.7% a quarter earlier, followed by Technology and Industrials.
Against the trend, Parallax Volatility Advisers opened a new position in Visa worth $29.4M.
- Parallax Volatility Advisers's largest Q4 2022 buy was Visa: 141,586 shares worth $29.4M.
- Parallax Volatility Advisers added most to State Street Energy Select Sector SPDR ETF in Q4 2022, an estimated $204M increase.
- Parallax Volatility Advisers's biggest Q4 2022 reduction was iShares Russell 2000 ETF, cutting an estimated $454M.
- Parallax Volatility Advisers fully exited Cigna in Q4 2022, selling an estimated $463M.
- Parallax Volatility Advisers's ten largest holdings make up 25% of its $64.4B portfolio in Q4 2022.
- Parallax Volatility Advisers opened 439 new positions and closed 708 in Q4 2022.
- Parallax Volatility Advisers's portfolio value fell 0.4% quarter-over-quarter to $64.4B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2022, filed 14 Feb 2023.